Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors

Zheng-Yan Lin and Ran Wang

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 9, 1854-1868

Abstract: In this article, we use bockwise empirical likelihood technique to construct confidence regions for the parameter of the single-index models under negatively associated errors. It is shown that the blockwise empirical likelihood ratio statistic for the parameter of interest is asymptotically χ2-type distributed. The result can be used to obtain confidence regions for the parameter of interest.

Date: 2015
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DOI: 10.1080/03610926.2012.758746

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